Partial Differential Equations - Modelling and ... - ResearchGate

Partial Differential Equations - Modelling and ... - ResearchGate Partial Differential Equations - Modelling and ... - ResearchGate

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182 B. Maury ⎧ ⎪⎨ Find u ε h ∈ V h such that Jh(u ε ε ) = inf Jh(v ε h ), v h ∈V h ⎪⎩ Jh(v ε h )= 1 ∫ |∇v h | 2 + 1 ∫ ∫ |∇v h | 2 − fv h . 2 Ω 2ε O h Ω (18) We may now state the primal/dual estimate. Proposition 13 (Primal/dual error estimate for (8)). Let u be the weak solution to (8), u ε h the solution to (11), λ the Lagrange multiplier (see Proposition 12), and λ ε h = B hu ε h /ε (see Definition 3). We have the following error estimate: |u − u ε h| + |λ − λ ε h|≤C(h 1/2 + ε 1/2 ). (19) Proof. The proof of this estimate is quite technical (in particular, the discrete inf-sup condition, see below), and we shall detail it on a forthcoming paper. Let us simply say here that it relies on the following ingredients: 1. some general properties of the continuous penalty method which we established in the beginning of this section, 2. an abstract stability estimate for saddle point-like problems with stabilization, in the spirit of Theorem 1.2 in [BF91], 3. a uniform discrete inf-sup condition for B h : (B h v h , λ h ) sup ≥ β ‖λ h ‖ v h ∈V h |v h | Λh , (20) 4. some approximation properties for V h (Proposition 11 and a similar property for the Lagrange multiplier). Remark 2 (Optimal estimate, role of η in the definition of O h ). The estimate we establish is still suboptimal in ε: the order 1/2 is obtained, whereas the continuous method converges linearly. It is due to the fact that we had to introduce a discrete operator B h , and the difference leads to an extra term which scales like ε 1/2 . It calls for some comments on the parameter η which appears in the definitions of O h and B h (see Definitions 2 and 3). The smaller η is, the closer B h approaches B, which reduces the ε 1/2 term in the estimate. This observation may suggest to have η go to zero in the theoretical estimate. But, on the other hand, when η goes to 0, so does the inf-sup constant β (see (20)), so that 1/β, which is hidden in the constant C in the error estimate (19), blows up. Remark 3 (Boundary fitted meshes). Although it is somewhat in contradiction with its original purpose, the penalty method can be used together with a discretization based on a boundary fitted mesh. In that case, the approximation error behaves no longer like h 1/2 , but like h. More important, it is not necessary to get rid of the tiny triangles which were incompatible, in case of a Cartesian mesh, with the uniform discrete inf-sup condition. Now considering that the half order in ε was lost because of the fact we introduced a reduced obstacle, one can expect to recover the optimal order of convergence, both in h and in ε.

Numerical Analysis of a Finite Element/Volume Penalty Method 183 Remark 4 (Technical assumptions). Some assumptions we made are only technical and can surely be relaxed without changing the convergence results. For example, the inclusion, which we supposed circular, could be any smooth domain. Note that a convex polygon is not acceptable, as it is seen by the problem from the outside, so that u may no longer be in H 2 , which rules out some of the approximation properties we made. Remark 5 (Convergence in space). The poor rate of convergence in h is optimal for a non-boundary-fitted mesh, at least if we consider the H 1 -error overall Ω. Indeed, as the solution is constant inside O, non-constant outside with a jump in the normal derivative, the error within each element intersecting ∂O is a O(1) in this L ∞ -norm. By summing up over all those triangles, which cover a zone whose measure scales like h, we end up with this h 1/2 -error. Note that a better convergence could be expected, in theory, if one considers only the error in the domain of interest Ω \ O, the question being now whether the bad convergence in the neighborhood of ∂O pollutes the overall approximation. Our feeling is that this pollution actually occurs, because nothing is done in the present approach to distinguish the real domain of interest from the fictitious domain (inside the obstacle), so that the method tends to balance the errors on both sides. An interesting way to privilegiate the side of interest is proposed in [DP02] for a boundary penalty method; it consists in having the diffusion coefficient vanish within Ω. Note that other methods have been proposed to reach the optimal convergence rate on non-boundary-fitted mesh (see [Mau01]), but they are less straightforward to implement. The simplest way to improve the actual order of convergence is to carry out a local refinement strategy in the neighborhood of ∂O (see [RAB06], for example). By using elements of scale h 2 in this zone, one recovers the first order convergence in space, at least in practice. Remark 6 (Meaning of λ). As we already mentioned, the Lagrange multiplier λ can often be interpreted as a force or a heat source which ensures the prescribed constraint, depending on the context, and it may be useful to estimate this term with accuracy. For example, the problem we considered can be reformulated as a control problem: find a source term g with zero mean value (no heat is injected into the system) which is subject to vanish outside O, such that the solution u to −△u = f + g, u =0 on∂Ω, is constant over O. This equation is to be considered in the distributional sense, as g is surely not a function. (If it were L 2 , for example, u would be in H 2 (Ω), which is surely not true as its normal derivative overcomes a jump through ∂O.) Abstractly speaking, this source term g is simply the opposite of the linear functional ξ which we introduced (see (4)) and it is related to the Lagrange multiplier λ (see (5)) ∫ ∫ 〈g, v〉 = −〈ξ,v〉 = − λ ·∇v = − λ · n v. O ∂O

Numerical Analysis of a Finite Element/Volume Penalty Method 183<br />

Remark 4 (Technical assumptions). Some assumptions we made are only technical<br />

<strong>and</strong> can surely be relaxed without changing the convergence results. For<br />

example, the inclusion, which we supposed circular, could be any smooth<br />

domain. Note that a convex polygon is not acceptable, as it is seen by the<br />

problem from the outside, so that u may no longer be in H 2 , which rules out<br />

some of the approximation properties we made.<br />

Remark 5 (Convergence in space). The poor rate of convergence in h is optimal<br />

for a non-boundary-fitted mesh, at least if we consider the H 1 -error overall<br />

Ω. Indeed, as the solution is constant inside O, non-constant outside with a<br />

jump in the normal derivative, the error within each element intersecting ∂O<br />

is a O(1) in this L ∞ -norm. By summing up over all those triangles, which<br />

cover a zone whose measure scales like h, we end up with this h 1/2 -error. Note<br />

that a better convergence could be expected, in theory, if one considers only<br />

the error in the domain of interest Ω \ O, the question being now whether the<br />

bad convergence in the neighborhood of ∂O pollutes the overall approximation.<br />

Our feeling is that this pollution actually occurs, because nothing is done<br />

in the present approach to distinguish the real domain of interest from the<br />

fictitious domain (inside the obstacle), so that the method tends to balance<br />

the errors on both sides. An interesting way to privilegiate the side of interest<br />

is proposed in [DP02] for a boundary penalty method; it consists in having<br />

the diffusion coefficient vanish within Ω. Note that other methods have been<br />

proposed to reach the optimal convergence rate on non-boundary-fitted mesh<br />

(see [Mau01]), but they are less straightforward to implement.<br />

The simplest way to improve the actual order of convergence is to carry<br />

out a local refinement strategy in the neighborhood of ∂O (see [RAB06], for<br />

example). By using elements of scale h 2 in this zone, one recovers the first<br />

order convergence in space, at least in practice.<br />

Remark 6 (Meaning of λ). As we already mentioned, the Lagrange multiplier<br />

λ can often be interpreted as a force or a heat source which ensures the<br />

prescribed constraint, depending on the context, <strong>and</strong> it may be useful to<br />

estimate this term with accuracy. For example, the problem we considered<br />

can be reformulated as a control problem: find a source term g with zero<br />

mean value (no heat is injected into the system) which is subject to vanish<br />

outside O, such that the solution u to<br />

−△u = f + g, u =0 on∂Ω,<br />

is constant over O. This equation is to be considered in the distributional<br />

sense, as g is surely not a function. (If it were L 2 , for example, u would be<br />

in H 2 (Ω), which is surely not true as its normal derivative overcomes a jump<br />

through ∂O.) Abstractly speaking, this source term g is simply the opposite<br />

of the linear functional ξ which we introduced (see (4)) <strong>and</strong> it is related to<br />

the Lagrange multiplier λ (see (5))<br />

∫<br />

∫<br />

〈g, v〉 = −〈ξ,v〉 = − λ ·∇v = − λ · n v.<br />

O<br />

∂O

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